Kaman Corporation Note 3.250% 5/0 (Principal)
|
6.4 |
$71M |
|
67M |
1.06 |
Akamai Tech Note 0.375% 9/0 (Principal)
|
6.3 |
$70M |
|
61M |
1.16 |
Booking Holdings Note 0.900% 9/1 (Principal)
|
6.1 |
$68M |
|
62M |
1.09 |
Liberty Media Note 1.375%10/1 (Principal)
|
5.7 |
$63M |
|
47M |
1.34 |
Pioneer Natural Resources Note 0.250% 5/1 (Principal)
|
5.4 |
$60M |
|
38M |
1.60 |
Smart Global Holdings Note 2.250% 2/1 (Principal)
|
3.4 |
$38M |
|
28M |
1.38 |
Interdigital Note 2.000% 6/0 (Principal)
|
3.2 |
$36M |
|
33M |
1.11 |
Jazz Investments I Note 2.000% 6/1 (Principal)
|
3.1 |
$35M |
|
26M |
1.34 |
Pebblebrook Hotel Trust Note 1.750%12/1 (Principal)
|
2.5 |
$28M |
|
25M |
1.14 |
Lumentum Holdings Note 0.500%12/1 (Principal)
|
2.3 |
$26M |
|
24M |
1.08 |
Western Digital Corp Note 1.500% 2/0 (Principal)
|
2.2 |
$24M |
|
23M |
1.07 |
Air Transport Services Group Note 1.125%10/1 (Principal)
|
2.2 |
$24M |
|
24M |
1.02 |
Splunk Note 1.125% 6/1 (Principal)
|
1.8 |
$20M |
|
21M |
0.98 |
Pinduoduo Note 12/0 (Principal)
|
1.7 |
$19M |
|
19M |
1.03 |
Revance Therapeutics Note 1.750% 2/1 (Principal)
|
1.7 |
$19M |
|
16M |
1.17 |
Silicon Laboratories Note 0.625% 6/1 (Principal)
|
1.6 |
$18M |
|
13M |
1.39 |
Illumina Note 8/1 (Principal)
|
1.5 |
$17M |
|
13M |
1.27 |
Palo Alto Networks Note 0.750% 7/0 (Principal)
|
1.5 |
$17M |
|
11M |
1.46 |
Cumulus Media Com Cl A
(CMLS)
|
1.3 |
$15M |
|
1.0M |
14.68 |
Winnebago Industries Note 1.500% 4/0 (Principal)
|
1.3 |
$15M |
|
11M |
1.29 |
Hc2 Holdings Note 7.500% 8/0 (Principal)
|
1.3 |
$14M |
|
12M |
1.17 |
Flexion Therapeutics Note 3.375% 5/0 (Principal)
|
1.3 |
$14M |
|
16M |
0.91 |
Nrg Energy DBCV 2.750% 6/0 (Principal)
|
1.2 |
$14M |
|
12M |
1.16 |
Burlington Stores Note 2.250% 4/1 (Principal)
|
1.2 |
$13M |
|
8.4M |
1.59 |
Mesa Laboratories Note 1.375% 8/1 (Principal)
|
1.2 |
$13M |
|
11M |
1.15 |
Cnx Resources Note 2.250% 5/0 (Principal)
|
1.1 |
$13M |
|
9.9M |
1.30 |
Helix Energy Solutions Group Note 6.750% 2/1 (Principal)
|
1.1 |
$13M |
|
10M |
1.24 |
Urban One Class D Cl D Non Vtg
(UONEK)
|
1.1 |
$12M |
|
2.4M |
5.02 |
Coupa Software Note 0.375% 6/1 (Principal)
|
1.1 |
$12M |
|
10M |
1.16 |
Atlas Air Worldwide Holdings Note 1.875% 6/0 (Principal)
|
1.0 |
$12M |
|
9.0M |
1.28 |
Sixth Street Specialty Lending Note 4.500% 8/0 (Principal)
|
1.0 |
$11M |
|
9.6M |
1.18 |
Akamai Tech Note 0.125% 5/0 (Principal)
|
1.0 |
$11M |
|
8.3M |
1.31 |
Braemar Hotels And Resorts
(BHR)
|
1.0 |
$11M |
|
1.7M |
6.21 |
Summit Hotel Properties Note 1.500% 2/1 (Principal)
|
0.9 |
$9.8M |
|
9.4M |
1.03 |
Cyberark Software Note 11/1 (Principal)
|
0.8 |
$9.4M |
|
8.7M |
1.08 |
Blueknight Energy Partners Com Unit
|
0.8 |
$8.8M |
|
2.3M |
3.78 |
Varex Imaging Note 4.000% 6/0 (Principal)
|
0.8 |
$8.5M |
|
5.7M |
1.48 |
Euronet Worldwide Note 0.750% 3/1 (Principal)
|
0.8 |
$8.5M |
|
7.3M |
1.15 |
Okta Note 0.375% 6/1 (Principal)
|
0.7 |
$8.2M |
|
6.6M |
1.25 |
Insmed Note 0.750% 6/0 (Principal)
|
0.7 |
$8.1M |
|
7.3M |
1.11 |
Jazz Investments I Note 1.500% 8/1 (Principal)
|
0.6 |
$7.1M |
|
6.5M |
1.10 |
Occidental Petroleum *w Exp 08/03/202
(OXY.WS)
|
0.6 |
$6.9M |
|
500k |
13.85 |
KBR Note 2.500%11/0 (Principal)
|
0.6 |
$6.7M |
|
4.3M |
1.57 |
Prospect Capital Corporation Note 6.375% 3/0 (Principal)
|
0.6 |
$6.5M |
|
5.9M |
1.11 |
Csg Systems International Note 4.250% 3/1 (Principal)
|
0.6 |
$6.5M |
|
6.3M |
1.04 |
Hope Bancorp Note 2.000% 5/1 (Principal)
|
0.6 |
$6.3M |
|
6.4M |
0.99 |
Neogenomics Note 0.250% 1/1 (Principal)
|
0.5 |
$5.9M |
|
6.1M |
0.98 |
Clear Channel Outdoor Holdings
(CCO)
|
0.5 |
$5.9M |
|
2.2M |
2.64 |
Teekay Note 5.000% 1/1 (Principal)
|
0.5 |
$5.4M |
|
5.4M |
0.98 |
Southwest Airlines Note 1.250% 5/0 (Principal)
|
0.4 |
$4.7M |
|
3.1M |
1.52 |
Ringcentral Note 3/0 (Principal)
|
0.4 |
$4.5M |
|
4.0M |
1.10 |
Greenbrier Companies Note 2.875% 2/0 (Principal)
|
0.4 |
$4.2M |
|
4.0M |
1.07 |
Lendingtree Note 0.625% 6/0 (Principal)
|
0.4 |
$4.2M |
|
3.5M |
1.20 |
Kayne Anderson MLP Investment
(KYN)
|
0.3 |
$3.8M |
|
433k |
8.89 |
Shopify Note 0.125%11/0 (Principal)
|
0.3 |
$3.8M |
|
2.9M |
1.31 |
Stem *w Exp 08/11/202
|
0.3 |
$3.6M |
|
150k |
23.76 |
Hostess Brands *w Exp 11/04/202
|
0.3 |
$3.3M |
|
1.4M |
2.42 |
Clover Health Investments *w Exp 04/21/202
|
0.3 |
$3.3M |
|
642k |
5.08 |
Skillz
|
0.3 |
$3.3M |
|
150k |
21.72 |
Baozun Note 1.625% 5/0 (Principal)
|
0.3 |
$3.1M |
|
3.1M |
1.01 |
Theravance Biopharma Note 3.250%11/0 (Principal)
|
0.3 |
$3.0M |
|
3.2M |
0.95 |
Splunk Note 0.500% 9/1 (Principal)
|
0.3 |
$3.0M |
|
2.6M |
1.17 |
Istar Note 3.125% 9/1 (Principal)
|
0.3 |
$3.0M |
|
2.0M |
1.51 |
Eaton Vance Limited Duration Income Fund
(EVV)
|
0.3 |
$2.9M |
|
217k |
13.26 |
Palo Alto Networks Note 0.375% 6/0 (Principal)
|
0.2 |
$2.7M |
|
2.0M |
1.36 |
Landsea Homes Corp
(LSEA)
|
0.2 |
$2.7M |
|
319k |
8.37 |
Nevro Corp Note 2.750% 4/0 (Principal)
|
0.2 |
$2.6M |
|
1.5M |
1.74 |
Usa Compression Partners Comunit Ltdpar
(USAC)
|
0.2 |
$2.5M |
|
152k |
16.48 |
Spirit Airlines Note 1.000% 5/1 (Principal)
|
0.2 |
$2.4M |
|
2.5M |
0.96 |
Flexion Therapeutics
|
0.2 |
$2.4M |
|
290k |
8.23 |
Ssr Mining Note 2.500% 4/0 (Principal)
|
0.2 |
$2.4M |
|
2.0M |
1.19 |
Antero Midstream Corp antero midstream
(AM)
|
0.2 |
$2.3M |
|
225k |
10.39 |
Kayne Anderson Mdstm Energy
|
0.2 |
$2.2M |
|
295k |
7.57 |
National Vision Holdings Note 2.500% 5/1 (Principal)
|
0.2 |
$2.2M |
|
1.3M |
1.77 |
Splunk Note 1.125% 9/1 (Principal)
|
0.2 |
$2.2M |
|
1.8M |
1.22 |
Simplify Interest Rate Hedge Simplify Interst
(PFIX)
|
0.2 |
$2.2M |
|
52k |
41.41 |
Nuveen Credit Strategies Income Fund Com Shs
(JQC)
|
0.2 |
$2.0M |
|
291k |
6.75 |
Colony Capital Note 5.000% 4/1 (Principal)
|
0.2 |
$1.9M |
|
1.9M |
1.04 |
Proofpoint Note 0.250% 8/1 (Principal)
|
0.2 |
$1.9M |
|
1.5M |
1.26 |
Eos Energy Enterprises *w Exp 05/06/202
(EOSEW)
|
0.2 |
$1.8M |
|
253k |
7.18 |
Harmonic DBCV 2.000% 9/0 (Principal)
|
0.2 |
$1.8M |
|
1.5M |
1.19 |
New York Community Bancorp Trust Unit 11/01/2051
(NYCB.PU)
|
0.2 |
$1.8M |
|
34k |
51.53 |
Eventbrite Note 5.000%12/0 (Principal)
|
0.2 |
$1.8M |
|
1.0M |
1.76 |
Nuvasive Note 0.375% 3/1 (Principal)
|
0.2 |
$1.7M |
|
1.7M |
0.99 |
Integra Lifesciences Holdings Note 0.500% 8/1 (Principal)
|
0.1 |
$1.7M |
|
1.5M |
1.10 |
Meritor Note 3.250%10/1 (Principal)
|
0.1 |
$1.6M |
|
1.5M |
1.07 |
Ugi Unit 99/99/9999 (Principal)
|
0.1 |
$1.6M |
|
15k |
106.40 |
Vishay Intertechnology Note 2.250% 6/1 (Principal)
|
0.1 |
$1.6M |
|
1.5M |
1.06 |
Marriott Vacations Worldwide Corp Note 1.500% 9/1 (Principal)
|
0.1 |
$1.6M |
|
1.3M |
1.20 |
Purecycle Technologies *w Exp 01/28/202
(PCTTW)
|
0.1 |
$1.6M |
|
128k |
12.14 |
Revance Therapeutics
(RVNC)
|
0.1 |
$1.5M |
|
52k |
29.64 |
Us Ecology *w Exp 10/17/202
|
0.1 |
$1.5M |
|
218k |
6.92 |
Nisource Unit 12/01/2023 (Principal)
|
0.1 |
$1.5M |
|
15k |
102.82 |
Atlanticus Holdings Note 5.875%11/3 (Principal)
|
0.1 |
$1.5M |
|
887k |
1.66 |
Paysafe *w Exp 03/30/202
(PSFE.WS)
|
0.1 |
$1.5M |
|
404k |
3.62 |
Corenergy Infrastructure Trust Note 5.875% 8/1 (Principal)
|
0.1 |
$1.5M |
|
1.6M |
0.93 |
Curo Group Holdings Corp
(CUROQ)
|
0.1 |
$1.4M |
|
85k |
17.00 |
Foley Trasimene Acquisition *w Exp 05/26/202
|
0.1 |
$1.4M |
|
690k |
2.07 |
Knowles Corp Note 3.250%11/0 (Principal)
|
0.1 |
$1.4M |
|
1.3M |
1.11 |
Joyy Note 3.000% 6/1 (Principal)
|
0.1 |
$1.4M |
|
1.4M |
1.01 |
Algonquin Power And Utilities $7.75 Unit 99/99/9999 (Principal)
(AQNU)
|
0.1 |
$1.4M |
|
28k |
49.53 |
Finance Of America Companies *w Exp 04/08/202
(FOACW)
|
0.1 |
$1.4M |
|
1.0M |
1.33 |
Oil States International Note 1.500% 2/1 (Principal)
|
0.1 |
$1.3M |
|
1.4M |
0.94 |
Cheesecake Factory Note 0.375% 6/1 (Principal)
|
0.1 |
$1.3M |
|
1.3M |
0.99 |
Churchill Capital Corp Iv *w Exp 08/04/202
|
0.1 |
$1.2M |
|
78k |
15.91 |
Ship Finance International Note 4.875% 5/0 (Principal)
|
0.1 |
$1.2M |
|
1.2M |
0.99 |
Trip.com Group Debt 1.500% 7/0 (Principal)
|
0.1 |
$1.2M |
|
850k |
1.43 |
Apollo Commercial Real Estate Finance Note 5.375%10/1 (Principal)
|
0.1 |
$1.2M |
|
1.2M |
1.02 |
Omeros Note 5.250% 2/1 (Principal)
|
0.1 |
$1.1M |
|
1.0M |
1.12 |
Twitter Note 1.000% 9/1 (Principal)
|
0.1 |
$1.0M |
|
1.0M |
1.02 |
Team Note 5.000% 8/0 (Principal)
|
0.1 |
$1.0M |
|
1.0M |
0.96 |
Dish Network Note 2.375% 3/1 (Principal)
|
0.1 |
$973k |
|
1.0M |
0.97 |
Liberty Interactive Deb 3.750% 2/1 (Principal)
|
0.1 |
$962k |
|
1.3M |
0.76 |
Booking Holdings Note 0.750% 5/0 (Principal)
|
0.1 |
$958k |
|
678k |
1.41 |
Salient Midstream & Mlp Fund Sh Ben Int
|
0.1 |
$934k |
|
157k |
5.96 |
Nabors Industries Note 0.750% 1/1 (Principal)
|
0.1 |
$931k |
|
1.3M |
0.74 |
Intercept Pharmaceuticals Note 3.250% 7/0 (Principal)
|
0.1 |
$906k |
|
1.0M |
0.91 |
Landsea Homes *w Exp 01/07/202
(LSEAW)
|
0.1 |
$868k |
|
2.9M |
0.30 |
Austerlitz Acquisition *w Exp 02/19/202
(AUSCF)
|
0.1 |
$852k |
|
487k |
1.75 |
Liberty Latin America Note 2.000% 7/1 (Principal)
|
0.1 |
$808k |
|
800k |
1.01 |
Pdc Energy Note 1.125% 9/1 (Principal)
|
0.1 |
$773k |
|
777k |
0.99 |
Helix Energy Solutions Group Note 4.250% 5/0 (Principal)
|
0.1 |
$748k |
|
750k |
1.00 |
Curiositystream *w Exp 10/14/202
(CURIW)
|
0.1 |
$673k |
|
147k |
4.57 |
Mfa Financial Note 6.250% 6/1 (Principal)
|
0.0 |
$526k |
|
518k |
1.02 |
BlackRock Floating Rate Income Strat. Fn
(FRA)
|
0.0 |
$507k |
|
38k |
13.25 |
Supernus Pharmaceuticals Note 0.625% 4/0 (Principal)
|
0.0 |
$494k |
|
500k |
0.99 |
Cano Health *w Exp 06/03/202
(CANWQ)
|
0.0 |
$487k |
|
130k |
3.76 |
Nuveen Floating Rate Income Opportunity Fund Com Shs
|
0.0 |
$451k |
|
46k |
9.75 |
Enterprise Products Partners
(EPD)
|
0.0 |
$355k |
|
15k |
24.13 |
Insmed Note 1.750% 1/1 (Principal)
|
0.0 |
$347k |
|
330k |
1.05 |
Uber Technologies (Principal)
(UBER)
|
0.0 |
$341k |
|
6.8k |
50.12 |
Conmed Corp Note 2.625% 2/0 (Principal)
|
0.0 |
$323k |
|
200k |
1.61 |
Butterfly Network *w Exp 02/12/202
(BFLY.WS)
|
0.0 |
$245k |
|
50k |
4.88 |
Sofi Technologies *w Exp 05/28/202
|
0.0 |
$240k |
|
28k |
8.58 |
Genesis Energy Unit Ltd Partn
(GEL)
|
0.0 |
$238k |
|
21k |
11.61 |
Willscot Mobile Mini Holdings Com Cl A
(WSC)
|
0.0 |
$236k |
|
8.5k |
27.86 |
Apollo Sr Floating Rate Fd I
(AFT)
|
0.0 |
$229k |
|
15k |
15.79 |
Sunrun
(RUN)
|
0.0 |
$189k |
|
3.4k |
55.72 |
Eaton Vance Senior Income Trust Sh Ben Int
(EVF)
|
0.0 |
$188k |
|
28k |
6.79 |
Weatherford Int'l Ord Shs
(WFRD)
|
0.0 |
$173k |
|
9.5k |
18.19 |
Forum Energy Technologies Note 9.000% 8/0 (Principal)
|
0.0 |
$92k |
|
92k |
1.00 |
Mudrick Capital Acquisition *w Exp 09/10/202
|
0.0 |
$92k |
|
22k |
4.22 |
Pioneer Floating Rate Trust
(PHD)
|
0.0 |
$78k |
|
6.5k |
11.98 |
Daseke *w Exp 02/27/202
|
0.0 |
$73k |
|
628k |
0.12 |
Eaton Vance Short Duration Diversified I
(EVG)
|
0.0 |
$53k |
|
4.0k |
13.25 |
Dexcom Note 0.250%11/1 (Principal)
|
0.0 |
$52k |
|
50k |
1.04 |
Nuveen Sht Dur Cr Opp
|
0.0 |
$45k |
|
3.0k |
14.97 |
Pershing Square Tontine *w Exp 07/24/202
|
0.0 |
$41k |
|
6.6k |
6.21 |
Lion Electric *w Exp 05/06/202
(LEV.WS)
|
0.0 |
$23k |
|
3.4k |
6.75 |
Nuveen Floating Rate Income Fund
(JFR)
|
0.0 |
$10k |
|
1.0k |
10.00 |
Skillsoft *w Exp 06/11/202
(SKILW)
|
0.0 |
$3.0k |
|
1.5k |
2.00 |